ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 18-Dec-2013

Day Change Summary
	Previous	Current
	17-Dec-2013	18-Dec-2013	Change	Change %	Previous Week
Open	124-065	124-175	0-110	0.3%	124-095
High	124-195	124-240	0-045	0.1%	124-300
Low	124-055	123-250	-0-125	-0.3%	124-035
Close	124-175	124-095	-0-080	-0.2%	124-085
Range	0-140	0-310	0-170	121.4%	0-265
ATR	0-156	0-167	0-011	7.0%	0-000
Volume	655,984	1,296,718	640,734	97.7%	4,274,908

Daily Pivots for day following 18-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-058	126-227	124-266
R3	126-068	125-237	124-180
R2	125-078	125-078	124-152
R1	124-247	124-247	124-123	124-168
PP	124-088	124-088	124-088	124-049
S1	123-257	123-257	124-067	123-178
S2	123-098	123-098	124-038
S3	122-108	122-267	124-010
S4	121-118	121-277	123-244

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-295	126-135	124-231
R3	126-030	125-190	124-158
R2	125-085	125-085	124-134
R1	124-245	124-245	124-109	124-192
PP	124-140	124-140	124-140	124-114
S1	123-300	123-300	124-061	123-248
S2	123-195	123-195	124-036
S3	122-250	123-035	124-012
S4	121-305	122-090	123-259

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-240	123-250	0-310	0.8%	0-159	0.4%	53%	True	True	849,281
10	124-300	123-240	1-060	1.0%	0-166	0.4%	46%	False	False	969,858
20	125-255	123-240	2-015	1.6%	0-166	0.4%	27%	False	False	900,619
40	126-250	123-240	3-010	2.4%	0-157	0.4%	18%	False	False	453,972
60	126-250	123-240	3-010	2.4%	0-133	0.3%	18%	False	False	302,705

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	128-278
2.618	127-092
1.618	126-102
1.000	125-230
0.618	125-112
HIGH	124-240
0.618	124-122
0.500	124-085
0.382	124-048
LOW	123-250
0.618	123-058
1.000	122-260
1.618	122-068
2.618	121-078
4.250	119-212

Fisher Pivots for day following 18-Dec-2013
Pivot	1 day	3 day
R1	124-092	124-092
PP	124-088	124-088
S1	124-085	124-085

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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